+562.7%
XLP vs BEN
+434.3%
+128.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -0.5% | +7.2% | -7.7% | -2.1% |
| 30D | +8.3% | +14.1% | -5.8% | +5.2% |
| 3M | +8.7% | +9.9% | -1.2% | +6.3% |
| 6M | +11.2% | +17.4% | -6.2% | +6.9% |
| YTD | +20.0% | +57.3% | -37.3% | +7.9% |
| 1Y | +21.3% | +66.9% | -45.6% | +7.7% |
| 3Y | +43.8% | +85.7% | -41.8% | +22.1% |
| 5Y | +43.3% | +31.2% | +12.1% | +29.0% |
| 10Y | +136.8% | +61.0% | +75.7% | +93.1% |
| All | +562.7% | +434.3% | +128.5% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling